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subject:"Time series analysis"
~isPartOf:"Digital finance : smart data analytics, investment innovation, and financial technology"
~isPartOf:"Journal of modelling in management"
~subject:"Volatilität"
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Digital finance : smart data analytics, investment innovation, and financial technology
Journal of modelling in management
International journal of forecasting
30
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18
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1
Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors
Chalkiadakis, Ioannis
;
Peters, Gareth
;
Ames, Matthew
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
2
,
pp. 295-365
Persistent link: https://www.econbiz.de/10014369259
Saved in:
2
Dynamic and context-dependent stock price prediction using attention modules and news sentiment
Königstein, Nicole
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
3/4
,
pp. 449-481
Persistent link: https://www.econbiz.de/10014451865
Saved in:
3
Review on volatility and return analysis including emerging developments : evidence from stock market empirics
Kashyap, Sachin
- In:
Journal of modelling in management
18
(
2023
)
3
,
pp. 756-816
Persistent link: https://www.econbiz.de/10014334988
Saved in:
4
A parallel-series hybridization of seasonal intelligent based statistical model for demand forecasting
Bahrami, Maryam
;
Khashei, Mehdi
;
Amindoust, Atefeh
- In:
Journal of modelling in management
17
(
2022
)
4
,
pp. 1126-1143
Persistent link: https://www.econbiz.de/10014334156
Saved in:
5
Linear optimal weighting estimator (LOWE) for efficient parallel hybridization of load forecasts
Chahkotahi, Fatemeh
;
Khashei, Mehdi
- In:
Journal of modelling in management
17
(
2022
)
3
,
pp. 1028-1048
Persistent link: https://www.econbiz.de/10013362699
Saved in:
6
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
7
Neural networks and arbitrage in the VIX : a deep learning approach for the VIX
Osterrieder, Joerg
;
Kucharczyk, Daniel
;
Rudolf, Silas
; …
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012284951
Saved in:
8
Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev
;
Kashyap, Sachin
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
Saved in:
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